NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.820 |
-0.010 |
-0.4% |
2.785 |
| High |
2.844 |
2.842 |
-0.002 |
-0.1% |
2.853 |
| Low |
2.818 |
2.794 |
-0.024 |
-0.9% |
2.766 |
| Close |
2.831 |
2.811 |
-0.020 |
-0.7% |
2.811 |
| Range |
0.026 |
0.048 |
0.022 |
84.6% |
0.087 |
| ATR |
0.060 |
0.059 |
-0.001 |
-1.4% |
0.000 |
| Volume |
13,068 |
16,313 |
3,245 |
24.8% |
82,698 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.960 |
2.933 |
2.837 |
|
| R3 |
2.912 |
2.885 |
2.824 |
|
| R2 |
2.864 |
2.864 |
2.820 |
|
| R1 |
2.837 |
2.837 |
2.815 |
2.827 |
| PP |
2.816 |
2.816 |
2.816 |
2.810 |
| S1 |
2.789 |
2.789 |
2.807 |
2.779 |
| S2 |
2.768 |
2.768 |
2.802 |
|
| S3 |
2.720 |
2.741 |
2.798 |
|
| S4 |
2.672 |
2.693 |
2.785 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.071 |
3.028 |
2.859 |
|
| R3 |
2.984 |
2.941 |
2.835 |
|
| R2 |
2.897 |
2.897 |
2.827 |
|
| R1 |
2.854 |
2.854 |
2.819 |
2.876 |
| PP |
2.810 |
2.810 |
2.810 |
2.821 |
| S1 |
2.767 |
2.767 |
2.803 |
2.789 |
| S2 |
2.723 |
2.723 |
2.795 |
|
| S3 |
2.636 |
2.680 |
2.787 |
|
| S4 |
2.549 |
2.593 |
2.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.853 |
2.766 |
0.087 |
3.1% |
0.041 |
1.5% |
52% |
False |
False |
16,539 |
| 10 |
2.882 |
2.765 |
0.117 |
4.2% |
0.052 |
1.8% |
39% |
False |
False |
13,946 |
| 20 |
2.913 |
2.765 |
0.148 |
5.3% |
0.058 |
2.0% |
31% |
False |
False |
12,608 |
| 40 |
3.074 |
2.714 |
0.360 |
12.8% |
0.065 |
2.3% |
27% |
False |
False |
11,463 |
| 60 |
3.074 |
2.455 |
0.619 |
22.0% |
0.064 |
2.3% |
58% |
False |
False |
10,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.046 |
|
2.618 |
2.968 |
|
1.618 |
2.920 |
|
1.000 |
2.890 |
|
0.618 |
2.872 |
|
HIGH |
2.842 |
|
0.618 |
2.824 |
|
0.500 |
2.818 |
|
0.382 |
2.812 |
|
LOW |
2.794 |
|
0.618 |
2.764 |
|
1.000 |
2.746 |
|
1.618 |
2.716 |
|
2.618 |
2.668 |
|
4.250 |
2.590 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.824 |
| PP |
2.816 |
2.819 |
| S1 |
2.813 |
2.815 |
|